Merge pull request #5374 from freqtrade/rem_legacy_hyperopt
Remove legacy hyperopt
This commit is contained in:
Matthias
GitHub
commit
756112c84d
@ -1,6 +1,6 @@
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import logging
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import logging
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from operator import itemgetter
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from operator import itemgetter
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from typing import Any, Dict, List
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from typing import Any, Dict
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from colorama import init as colorama_init
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from colorama import init as colorama_init
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@ -28,30 +28,12 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
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no_details = config.get('hyperopt_list_no_details', False)
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no_details = config.get('hyperopt_list_no_details', False)
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no_header = False
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no_header = False
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filteroptions = {
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'only_best': config.get('hyperopt_list_best', False),
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'only_profitable': config.get('hyperopt_list_profitable', False),
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'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
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'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
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'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
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'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
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'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
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'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
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'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
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'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
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'filter_min_objective': config.get('hyperopt_list_min_objective', None),
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'filter_max_objective': config.get('hyperopt_list_max_objective', None),
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}
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results_file = get_latest_hyperopt_file(
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results_file = get_latest_hyperopt_file(
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config['user_data_dir'] / 'hyperopt_results',
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config['user_data_dir'] / 'hyperopt_results',
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config.get('hyperoptexportfilename'))
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config.get('hyperoptexportfilename'))
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# Previous evaluations
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# Previous evaluations
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epochs = HyperoptTools.load_previous_results(results_file)
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epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
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total_epochs = len(epochs)
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epochs = hyperopt_filter_epochs(epochs, filteroptions)
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if print_colorized:
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if print_colorized:
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colorama_init(autoreset=True)
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colorama_init(autoreset=True)
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@ -59,7 +41,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
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if not export_csv:
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if not export_csv:
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try:
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try:
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print(HyperoptTools.get_result_table(config, epochs, total_epochs,
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print(HyperoptTools.get_result_table(config, epochs, total_epochs,
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not filteroptions['only_best'],
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not config.get('hyperopt_list_best', False),
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print_colorized, 0))
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print_colorized, 0))
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except KeyboardInterrupt:
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except KeyboardInterrupt:
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print('User interrupted..')
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print('User interrupted..')
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@ -71,7 +53,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
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if epochs and export_csv:
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if epochs and export_csv:
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HyperoptTools.export_csv_file(
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HyperoptTools.export_csv_file(
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config, epochs, total_epochs, not filteroptions['only_best'], export_csv
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config, epochs, total_epochs, not config.get('hyperopt_list_best', False), export_csv
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)
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)
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@ -91,26 +73,9 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
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n = config.get('hyperopt_show_index', -1)
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n = config.get('hyperopt_show_index', -1)
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filteroptions = {
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'only_best': config.get('hyperopt_list_best', False),
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'only_profitable': config.get('hyperopt_list_profitable', False),
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'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
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'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
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'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
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'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
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'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
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'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
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'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
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'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
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'filter_min_objective': config.get('hyperopt_list_min_objective', None),
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'filter_max_objective': config.get('hyperopt_list_max_objective', None)
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}
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# Previous evaluations
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# Previous evaluations
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epochs = HyperoptTools.load_previous_results(results_file)
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epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
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total_epochs = len(epochs)
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epochs = hyperopt_filter_epochs(epochs, filteroptions)
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filtered_epochs = len(epochs)
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filtered_epochs = len(epochs)
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if n > filtered_epochs:
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if n > filtered_epochs:
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@ -137,138 +102,3 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
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HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
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HyperoptTools.show_epoch_details(val, total_epochs, print_json, no_header,
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header_str="Epoch details")
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header_str="Epoch details")
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def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
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"""
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Filter our items from the list of hyperopt results
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TODO: after 2021.5 remove all "legacy" mode queries.
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"""
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if filteroptions['only_best']:
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epochs = [x for x in epochs if x['is_best']]
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if filteroptions['only_profitable']:
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epochs = [x for x in epochs if x['results_metrics'].get(
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'profit', x['results_metrics'].get('profit_total', 0)) > 0]
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epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
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epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
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epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
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epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
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logger.info(f"{len(epochs)} " +
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("best " if filteroptions['only_best'] else "") +
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("profitable " if filteroptions['only_profitable'] else "") +
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"epochs found.")
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return epochs
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def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
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"""
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Filter epochs with trade-counts > trades
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"""
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return [
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x for x in epochs
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if x['results_metrics'].get(
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'trade_count', x['results_metrics'].get('total_trades', 0)
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) > trade_count
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]
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def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
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if filteroptions['filter_min_trades'] > 0:
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epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
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if filteroptions['filter_max_trades'] > 0:
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epochs = [
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x for x in epochs
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if x['results_metrics'].get(
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'trade_count', x['results_metrics'].get('total_trades')
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) < filteroptions['filter_max_trades']
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]
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return epochs
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def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
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def get_duration_value(x):
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# Duration in minutes ...
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if 'duration' in x['results_metrics']:
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return x['results_metrics']['duration']
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else:
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# New mode
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if 'holding_avg_s' in x['results_metrics']:
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avg = x['results_metrics']['holding_avg_s']
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return avg // 60
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raise OperationalException(
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"Holding-average not available. Please omit the filter on average time, "
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"or rerun hyperopt with this version")
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if filteroptions['filter_min_avg_time'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if get_duration_value(x) > filteroptions['filter_min_avg_time']
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]
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if filteroptions['filter_max_avg_time'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if get_duration_value(x) < filteroptions['filter_max_avg_time']
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]
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return epochs
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def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
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if filteroptions['filter_min_avg_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get(
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'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
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) > filteroptions['filter_min_avg_profit']
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]
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if filteroptions['filter_max_avg_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get(
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'avg_profit', x['results_metrics'].get('profit_mean', 0) * 100
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) < filteroptions['filter_max_avg_profit']
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]
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if filteroptions['filter_min_total_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get(
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'profit', x['results_metrics'].get('profit_total_abs', 0)
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) > filteroptions['filter_min_total_profit']
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]
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if filteroptions['filter_max_total_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get(
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'profit', x['results_metrics'].get('profit_total_abs', 0)
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) < filteroptions['filter_max_total_profit']
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]
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return epochs
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def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
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if filteroptions['filter_min_objective'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
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if filteroptions['filter_max_objective'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
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return epochs
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128
freqtrade/optimize/hyperopt_epoch_filters.py
Normal file
128
freqtrade/optimize/hyperopt_epoch_filters.py
Normal file
@ -0,0 +1,128 @@
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import logging
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from typing import List
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from freqtrade.exceptions import OperationalException
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logger = logging.getLogger(__name__)
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def hyperopt_filter_epochs(epochs: List, filteroptions: dict) -> List:
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"""
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Filter our items from the list of hyperopt results
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"""
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if filteroptions['only_best']:
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epochs = [x for x in epochs if x['is_best']]
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if filteroptions['only_profitable']:
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epochs = [x for x in epochs
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if x['results_metrics'].get('profit_total', 0) > 0]
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epochs = _hyperopt_filter_epochs_trade_count(epochs, filteroptions)
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epochs = _hyperopt_filter_epochs_duration(epochs, filteroptions)
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epochs = _hyperopt_filter_epochs_profit(epochs, filteroptions)
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epochs = _hyperopt_filter_epochs_objective(epochs, filteroptions)
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logger.info(f"{len(epochs)} " +
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("best " if filteroptions['only_best'] else "") +
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("profitable " if filteroptions['only_profitable'] else "") +
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"epochs found.")
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return epochs
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def _hyperopt_filter_epochs_trade(epochs: List, trade_count: int):
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"""
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Filter epochs with trade-counts > trades
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"""
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return [
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x for x in epochs if x['results_metrics'].get('total_trades', 0) > trade_count
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]
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def _hyperopt_filter_epochs_trade_count(epochs: List, filteroptions: dict) -> List:
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if filteroptions['filter_min_trades'] > 0:
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epochs = _hyperopt_filter_epochs_trade(epochs, filteroptions['filter_min_trades'])
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if filteroptions['filter_max_trades'] > 0:
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epochs = [
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x for x in epochs
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if x['results_metrics'].get('total_trades') < filteroptions['filter_max_trades']
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]
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return epochs
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def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
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def get_duration_value(x):
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# Duration in minutes ...
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if 'holding_avg_s' in x['results_metrics']:
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avg = x['results_metrics']['holding_avg_s']
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return avg // 60
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raise OperationalException(
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"Holding-average not available. Please omit the filter on average time, "
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"or rerun hyperopt with this version")
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if filteroptions['filter_min_avg_time'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if get_duration_value(x) > filteroptions['filter_min_avg_time']
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]
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if filteroptions['filter_max_avg_time'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if get_duration_value(x) < filteroptions['filter_max_avg_time']
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]
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return epochs
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def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
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if filteroptions['filter_min_avg_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get('profit_mean', 0) * 100
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> filteroptions['filter_min_avg_profit']
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]
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if filteroptions['filter_max_avg_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get('profit_mean', 0) * 100
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< filteroptions['filter_max_avg_profit']
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]
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if filteroptions['filter_min_total_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get('profit_total_abs', 0)
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> filteroptions['filter_min_total_profit']
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]
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if filteroptions['filter_max_total_profit'] is not None:
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epochs = _hyperopt_filter_epochs_trade(epochs, 0)
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epochs = [
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x for x in epochs
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if x['results_metrics'].get('profit_total_abs', 0)
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||||||
|
< filteroptions['filter_max_total_profit']
|
||||||
|
]
|
||||||
|
return epochs
|
||||||
|
|
||||||
|
|
||||||
|
def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
|
||||||
|
|
||||||
|
if filteroptions['filter_min_objective'] is not None:
|
||||||
|
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
|
||||||
|
|
||||||
|
epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
|
||||||
|
if filteroptions['filter_max_objective'] is not None:
|
||||||
|
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
|
||||||
|
|
||||||
|
epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]
|
||||||
|
|
||||||
|
return epochs
|
||||||
@ -4,7 +4,7 @@ import logging
|
|||||||
from copy import deepcopy
|
from copy import deepcopy
|
||||||
from datetime import datetime, timezone
|
from datetime import datetime, timezone
|
||||||
from pathlib import Path
|
from pathlib import Path
|
||||||
from typing import Any, Dict, List, Optional
|
from typing import Any, Dict, List, Optional, Tuple
|
||||||
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
import rapidjson
|
import rapidjson
|
||||||
@ -15,6 +15,7 @@ from pandas import isna, json_normalize
|
|||||||
from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
|
from freqtrade.constants import FTHYPT_FILEVERSION, USERPATH_STRATEGIES
|
||||||
from freqtrade.exceptions import OperationalException
|
from freqtrade.exceptions import OperationalException
|
||||||
from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
|
from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
|
||||||
|
from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
|
||||||
|
|
||||||
|
|
||||||
logger = logging.getLogger(__name__)
|
logger = logging.getLogger(__name__)
|
||||||
@ -130,6 +131,31 @@ class HyperoptTools():
|
|||||||
logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
|
logger.info(f"Loaded {len(epochs)} previous evaluations from disk.")
|
||||||
return epochs
|
return epochs
|
||||||
|
|
||||||
|
@staticmethod
|
||||||
|
def load_filtered_results(results_file: Path, config: Dict[str, Any]) -> Tuple[List, int]:
|
||||||
|
filteroptions = {
|
||||||
|
'only_best': config.get('hyperopt_list_best', False),
|
||||||
|
'only_profitable': config.get('hyperopt_list_profitable', False),
|
||||||
|
'filter_min_trades': config.get('hyperopt_list_min_trades', 0),
|
||||||
|
'filter_max_trades': config.get('hyperopt_list_max_trades', 0),
|
||||||
|
'filter_min_avg_time': config.get('hyperopt_list_min_avg_time', None),
|
||||||
|
'filter_max_avg_time': config.get('hyperopt_list_max_avg_time', None),
|
||||||
|
'filter_min_avg_profit': config.get('hyperopt_list_min_avg_profit', None),
|
||||||
|
'filter_max_avg_profit': config.get('hyperopt_list_max_avg_profit', None),
|
||||||
|
'filter_min_total_profit': config.get('hyperopt_list_min_total_profit', None),
|
||||||
|
'filter_max_total_profit': config.get('hyperopt_list_max_total_profit', None),
|
||||||
|
'filter_min_objective': config.get('hyperopt_list_min_objective', None),
|
||||||
|
'filter_max_objective': config.get('hyperopt_list_max_objective', None),
|
||||||
|
}
|
||||||
|
|
||||||
|
# Previous evaluations
|
||||||
|
epochs = HyperoptTools.load_previous_results(results_file)
|
||||||
|
total_epochs = len(epochs)
|
||||||
|
|
||||||
|
epochs = hyperopt_filter_epochs(epochs, filteroptions)
|
||||||
|
|
||||||
|
return epochs, total_epochs
|
||||||
|
|
||||||
@staticmethod
|
@staticmethod
|
||||||
def show_epoch_details(results, total_epochs: int, print_json: bool,
|
def show_epoch_details(results, total_epochs: int, print_json: bool,
|
||||||
no_header: bool = False, header_str: str = None) -> None:
|
no_header: bool = False, header_str: str = None) -> None:
|
||||||
@ -433,7 +459,6 @@ class HyperoptTools():
|
|||||||
trials['Best'] = ''
|
trials['Best'] = ''
|
||||||
trials['Stake currency'] = config['stake_currency']
|
trials['Stake currency'] = config['stake_currency']
|
||||||
|
|
||||||
if 'results_metrics.total_trades' in trials:
|
|
||||||
base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
|
base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
|
||||||
'results_metrics.profit_mean', 'results_metrics.profit_median',
|
'results_metrics.profit_mean', 'results_metrics.profit_median',
|
||||||
'results_metrics.profit_total',
|
'results_metrics.profit_total',
|
||||||
@ -441,13 +466,7 @@ class HyperoptTools():
|
|||||||
'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
|
'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
|
||||||
'loss', 'is_initial_point', 'is_best']
|
'loss', 'is_initial_point', 'is_best']
|
||||||
perc_multi = 100
|
perc_multi = 100
|
||||||
else:
|
|
||||||
perc_multi = 1
|
|
||||||
base_metrics = ['Best', 'current_epoch', 'results_metrics.trade_count',
|
|
||||||
'results_metrics.avg_profit', 'results_metrics.median_profit',
|
|
||||||
'results_metrics.total_profit',
|
|
||||||
'Stake currency', 'results_metrics.profit', 'results_metrics.duration',
|
|
||||||
'loss', 'is_initial_point', 'is_best']
|
|
||||||
param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
|
param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
|
||||||
trials = trials[base_metrics + param_metrics]
|
trials = trials[base_metrics + param_metrics]
|
||||||
|
|
||||||
@ -475,11 +494,6 @@ class HyperoptTools():
|
|||||||
trials['Avg profit'] = trials['Avg profit'].apply(
|
trials['Avg profit'] = trials['Avg profit'].apply(
|
||||||
lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
|
lambda x: f'{x * perc_multi:,.2f}%' if not isna(x) else ""
|
||||||
)
|
)
|
||||||
if perc_multi == 1:
|
|
||||||
trials['Avg duration'] = trials['Avg duration'].apply(
|
|
||||||
lambda x: f'{x:,.1f} m' if isinstance(
|
|
||||||
x, float) else f"{x.total_seconds() // 60:,.1f} m" if not isna(x) else ""
|
|
||||||
)
|
|
||||||
trials['Objective'] = trials['Objective'].apply(
|
trials['Objective'] = trials['Objective'].apply(
|
||||||
lambda x: f'{x:,.5f}' if x != 100000 else ""
|
lambda x: f'{x:,.5f}' if x != 100000 else ""
|
||||||
)
|
)
|
||||||
|
|||||||
@ -938,13 +938,11 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
|
|||||||
pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
|
pytest.fail(f'Expected well formed JSON, but failed to parse: {captured.out}')
|
||||||
|
|
||||||
|
|
||||||
def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
|
def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
|
||||||
saved_hyperopt_results_legacy, tmpdir):
|
|
||||||
csv_file = Path(tmpdir) / "test.csv"
|
csv_file = Path(tmpdir) / "test.csv"
|
||||||
for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
|
|
||||||
mocker.patch(
|
mocker.patch(
|
||||||
'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
|
'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
|
||||||
MagicMock(return_value=res)
|
MagicMock(return_value=saved_hyperopt_results)
|
||||||
)
|
)
|
||||||
|
|
||||||
args = [
|
args = [
|
||||||
|
|||||||
@ -1814,138 +1814,6 @@ def open_trade():
|
|||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
|
||||||
def saved_hyperopt_results_legacy():
|
|
||||||
return [
|
|
||||||
{
|
|
||||||
'loss': 0.4366182531161519,
|
|
||||||
'params_dict': {
|
|
||||||
'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 2, 'avg_profit': -1.254995, 'median_profit': -1.2222, 'total_profit': -0.00125625, 'profit': -2.50999, 'duration': 3930.0}, # noqa: E501
|
|
||||||
'results_explanation': ' 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.', # noqa: E501
|
|
||||||
'total_profit': -0.00125625,
|
|
||||||
'current_epoch': 1,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': True
|
|
||||||
}, {
|
|
||||||
'loss': 20.0,
|
|
||||||
'params_dict': {
|
|
||||||
'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 334, 'roi_t2': 683, 'roi_t3': 140, 'roi_p1': 0.06403981740598495, 'roi_p2': 0.055519840060645045, 'roi_p3': 0.3253712811342459, 'stoploss': -0.338070047333259}, # noqa: E501
|
|
||||||
'params_details': {
|
|
||||||
'buy': {'mfi-value': 17, 'fastd-value': 38, 'adx-value': 48, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, # noqa: E501
|
|
||||||
'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501
|
|
||||||
'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501
|
|
||||||
'stoploss': {'stoploss': -0.338070047333259}},
|
|
||||||
'results_metrics': {'trade_count': 1, 'avg_profit': 0.12357, 'median_profit': -1.2222, 'total_profit': 6.185e-05, 'profit': 0.12357, 'duration': 1200.0}, # noqa: E501
|
|
||||||
'results_explanation': ' 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.', # noqa: E501
|
|
||||||
'total_profit': 6.185e-05,
|
|
||||||
'current_epoch': 2,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': 14.241196856510731,
|
|
||||||
'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 621, 'avg_profit': -0.43883302093397747, 'median_profit': -1.2222, 'total_profit': -0.13639474, 'profit': -272.515306, 'duration': 1691.207729468599}, # noqa: E501
|
|
||||||
'results_explanation': ' 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.', # noqa: E501
|
|
||||||
'total_profit': -0.13639474,
|
|
||||||
'current_epoch': 3,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': 100000,
|
|
||||||
'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501
|
|
||||||
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
|
|
||||||
'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': 0.22195522184191518,
|
|
||||||
'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 14, 'avg_profit': -0.3539515, 'median_profit': -1.2222, 'total_profit': -0.002480140000000001, 'profit': -4.955321, 'duration': 3402.8571428571427}, # noqa: E501
|
|
||||||
'results_explanation': ' 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.', # noqa: E501
|
|
||||||
'total_profit': -0.002480140000000001,
|
|
||||||
'current_epoch': 5,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': True
|
|
||||||
}, {
|
|
||||||
'loss': 0.545315889154162,
|
|
||||||
'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 39, 'avg_profit': -0.21400679487179478, 'median_profit': -1.2222, 'total_profit': -0.0041773, 'profit': -8.346264999999997, 'duration': 636.9230769230769}, # noqa: E501
|
|
||||||
'results_explanation': ' 39 trades. Avg profit -0.21%. Total profit -0.00417730 BTC ( -8.35Σ%). Avg duration 636.9 min.', # noqa: E501
|
|
||||||
'total_profit': -0.0041773,
|
|
||||||
'current_epoch': 6,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': 4.713497421432944,
|
|
||||||
'params_dict': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 771, 'roi_t2': 620, 'roi_t3': 145, 'roi_p1': 0.0586919200378493, 'roi_p2': 0.04984118697312542, 'roi_p3': 0.37521058680247044, 'stoploss': -0.14613268022709905}, # noqa: E501
|
|
||||||
'params_details': {
|
|
||||||
'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501
|
|
||||||
'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 318, 'avg_profit': -0.39833954716981146, 'median_profit': -1.2222, 'total_profit': -0.06339929, 'profit': -126.67197600000004, 'duration': 3140.377358490566}, # noqa: E501
|
|
||||||
'results_explanation': ' 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.', # noqa: E501
|
|
||||||
'total_profit': -0.06339929,
|
|
||||||
'current_epoch': 7,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': 20.0, # noqa: E501
|
|
||||||
'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 1, 'avg_profit': 0.0, 'median_profit': 0.0, 'total_profit': 0.0, 'profit': 0.0, 'duration': 5340.0}, # noqa: E501
|
|
||||||
'results_explanation': ' 1 trades. Avg profit 0.00%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration 5340.0 min.', # noqa: E501
|
|
||||||
'total_profit': 0.0,
|
|
||||||
'current_epoch': 8,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': 2.4731817780991223,
|
|
||||||
'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 229, 'avg_profit': -0.38433433624454144, 'median_profit': -1.2222, 'total_profit': -0.044050070000000004, 'profit': -88.01256299999999, 'duration': 6505.676855895196}, # noqa: E501
|
|
||||||
'results_explanation': ' 229 trades. Avg profit -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.', # noqa: E501
|
|
||||||
'total_profit': -0.044050070000000004, # noqa: E501
|
|
||||||
'current_epoch': 9,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': -0.2604606005845212, # noqa: E501
|
|
||||||
'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 4, 'avg_profit': 0.1080385, 'median_profit': -1.2222, 'total_profit': 0.00021629, 'profit': 0.432154, 'duration': 2850.0}, # noqa: E501
|
|
||||||
'results_explanation': ' 4 trades. Avg profit 0.11%. Total profit 0.00021629 BTC ( 0.43Σ%). Avg duration 2850.0 min.', # noqa: E501
|
|
||||||
'total_profit': 0.00021629,
|
|
||||||
'current_epoch': 10,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': True
|
|
||||||
}, {
|
|
||||||
'loss': 4.876465945994304, # noqa: E501
|
|
||||||
'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 117, 'avg_profit': -1.2698609145299145, 'median_profit': -1.2222, 'total_profit': -0.07436117, 'profit': -148.573727, 'duration': 4282.5641025641025}, # noqa: E501
|
|
||||||
'results_explanation': ' 117 trades. Avg profit -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.', # noqa: E501
|
|
||||||
'total_profit': -0.07436117,
|
|
||||||
'current_epoch': 11,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}, {
|
|
||||||
'loss': 100000,
|
|
||||||
'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, # noqa: E501
|
|
||||||
'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, # noqa: E501
|
|
||||||
'results_metrics': {'trade_count': 0, 'avg_profit': None, 'median_profit': None, 'total_profit': 0, 'profit': 0.0, 'duration': None}, # noqa: E501
|
|
||||||
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
|
|
||||||
'total_profit': 0,
|
|
||||||
'current_epoch': 12,
|
|
||||||
'is_initial_point': True,
|
|
||||||
'is_best': False
|
|
||||||
}
|
|
||||||
]
|
|
||||||
|
|
||||||
|
|
||||||
@pytest.fixture
|
@pytest.fixture
|
||||||
def saved_hyperopt_results():
|
def saved_hyperopt_results():
|
||||||
hyperopt_res = [
|
hyperopt_res = [
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user